Is higher variance necessarily bad for investment?
Author:
Publisher
Springer Science and Business Media LLC
Subject
Finance,General Business, Management and Accounting,Accounting
Link
http://link.springer.com/content/pdf/10.1007/s11156-013-0395-3.pdf
Reference16 articles.
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3. Brockett PL, Kahane Y (1992) Risk, return, skewness and preference. Manag Sci 38(6):851–866
4. Hawawini GA, Vora A (1981) The capital asset pricing model and the investment horizon: comment. Rev Econ Stat 63(4):633–636
5. Huang AY (2013) Value at risk estimation by quantile regression and kernel estimator. Rev Quant Finan Acc 41(2):225–251
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